[regression] updated exercise to new chapter

This commit is contained in:
Jan Benda 2019-12-10 22:33:48 +01:00
parent 3d600e6ab7
commit b7f6abfc94
2 changed files with 8 additions and 8 deletions

View File

@ -62,13 +62,13 @@
data in the file \emph{lin\_regression.mat}. data in the file \emph{lin\_regression.mat}.
In the lecture we already prepared the cost function In the lecture we already prepared the cost function
(\code{lsqError()}), and the gradient (\code{lsqGradient()}) (read (\code{meanSquaredError()}), and the gradient
chapter 8 ``Optimization and gradient descent'' in the script, in (\code{meanSquaredGradient()}) (read chapter 8 ``Optimization and
particular section 8.4 and exercise 8.4!). With these functions in gradient descent'' in the script, in particular section 8.4 and
place we here want to implement a gradient descend algorithm that exercise 8.4!). With these functions in place we here want to
finds the minimum of the cost function and thus the slope and implement a gradient descend algorithm that finds the minimum of the
intercept of the straigth line that minimizes the squared distance cost function and thus the slope and intercept of the straigth line
to the data values. that minimizes the squared distance to the data values.
The algorithm for the descent towards the minimum of the cost The algorithm for the descent towards the minimum of the cost
function is as follows: function is as follows:
@ -86,7 +86,7 @@
why we just require the gradient to be sufficiently small why we just require the gradient to be sufficiently small
(e.g. \code{norm(gradient) < 0.1}). (e.g. \code{norm(gradient) < 0.1}).
\item \label{gradientstep} Move against the gradient by a small step \item \label{gradientstep} Move against the gradient by a small step
($\epsilon = 0.01$): $\epsilon = 0.01$:
\[\vec p_{i+1} = \vec p_i - \epsilon \cdot \nabla f_{cost}(m_i, b_i)\] \[\vec p_{i+1} = \vec p_i - \epsilon \cdot \nabla f_{cost}(m_i, b_i)\]
\item Repeat steps \ref{computegradient} -- \ref{gradientstep}. \item Repeat steps \ref{computegradient} -- \ref{gradientstep}.
\end{enumerate} \end{enumerate}

Binary file not shown.